Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47859.5 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46464.53 Kr¶

PnL: ---------------------------------------> -424.04 Kr¶

DD now: ---------------------------------> -1.584 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 09:31:12.687825'

Anic Portfolio¶

This Week¶

Return: -0.094 %¶

Total¶

Return: 56.706 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.130000 2821.000000 185.000000 7.020000 2636.000010
FM Mattsson Mora Group B 50 0.000000 3100.000000 173.000000 5.910000 2927.000000
Beijer Electronics Group 26 -0.170000 3088.800000 117.800000 3.960000 2971.000006
SAAB B 8 0.890000 3437.600000 60.600000 1.790000 3377.000000
Boozt 12 0.350000 1702.800000 48.800000 2.950000 1653.999996
Corem Property Group B 59 0.190000 623.630000 46.630000 8.080000 576.999999
AcadeMedia 12 -0.890000 601.800000 44.800000 8.040000 557.000004
MedCap 2 0.220000 457.000000 36.000000 8.550000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.330000 389.600000 34.600000 9.750000 355.000000
Resurs Holding 22 -0.220000 608.080000 34.080000 5.940000 573.999998
HMS Networks 2 -0.730000 705.600000 32.600000 4.840000 673.000000
Nordea Bank Abp 29 0.740000 3480.000000 26.000000 0.750000 3453.999992
Intrum 4 -0.260000 544.000000 17.000000 3.230000 527.000000
Securitas B 6 -0.350000 586.560000 16.560000 2.910000 570.000000
Swedbank A 3 -0.180000 580.050000 16.050000 2.850000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
OEM International B 7 -0.130000 538.300000 10.300000 1.950000 527.999997
Coor Service Management Hold. 8 -0.220000 540.800000 8.800000 1.650000 532.000000
Karnov Group 9 -0.330000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.380000 249.360000 3.360000 1.370000 246.000000
Norva24 Group 16 -3.790000 544.960000 1.960000 0.360000 543.000000
Handelsbanken A 5 -0.050000 547.500000 1.500000 0.270000 546.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 -0.880000 568.890000 -14.110000 -2.420000 582.999984
Essity B 2 -0.180000 559.600000 -14.400000 -2.510000 574.000000
CTEK 13 -1.210000 511.160000 -22.840000 -4.280000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -0.360000 556.000000 -38.570000 -6.490000 594.565215
Vivesto 1368 2.250000 559.510000 -53.490000 -8.730000 612.999432
Sampo Oyj SDB 7 -1.100000 3766.000000 -84.000000 -2.180000 3850.000000
Axfood 13 0.730000 3608.800000 -147.200000 -3.920000 3756.000001
Fasadgruppen Group 35 1.960000 3647.000000 -164.000000 -4.300000 3810.999990
OX2 18 -0.680000 1438.200000 -225.800000 -13.570000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46472.700000 -415.870000 -1.56739% 46888.564618

Updated:¶

'2023-01-25 09:30:19.253215'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶